+542.1%
XLV vs TMUS
+348.0%
+194.2%
-39.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.1% | -0.5% | -0.5% |
| 7D | -4.4% | -5.8% | +1.4% | -3.5% |
| 30D | -1.4% | -0.2% | -1.2% | -1.4% |
| 3M | +8.9% | -4.0% | +12.8% | +9.2% |
| 6M | +9.1% | -18.1% | +27.2% | +12.1% |
| YTD | +7.9% | -11.3% | +19.3% | +9.3% |
| 1Y | +22.7% | -24.7% | +47.5% | +27.6% |
| 3Y | +31.9% | +35.4% | -3.5% | +23.7% |
| 5Y | +34.9% | +42.4% | -7.6% | +24.7% |
| 10Y | +173.9% | +317.4% | -143.5% | +114.9% |
| All | +542.1% | +348.0% | +194.2% | +339.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TMUS.
Daily Out/Under-Performance
Portfolio return minus TMUS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMUS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded TMUS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling